Is it just the icon or it doesn't detect the cd drive?
If it's just the icon, you probably mean when you don't have a cd in it, because the cd drive icon takes the icon from the media that's on it.
I'm guessing you get a default Windows icon and not the drive icon for the cd. If so, you can change it via the registry, or a program like Desktop architect or Tune up utilities.
The drive icons are usually store in shell32.dll
You can install Desktop architect and under the icons tab , change the cd rom icon by browsing to shell32.dll in Windows directory.
(Or, the hard way by regedit: (do not change anything else!)
HKEY_LOCAL_MACHINE\ SOFTWARE\ Microsoft\ Windows\ CurrentVersion\ Explorer\ DriveIcons\ Your_cd_rom_drive_letter\ DefaultIcon
(Make key if not present)
Change the key's default value , so it contains the full path and name of the icon file (if it has *.ico extension), or if it's a library file such as shell32.dll then follow it with a comma and the zero-based index of the icon (something like c:\windows\System32\shell32.dll,409).
I WOULD RECOMMEND DESKTOP ARCHITECT program. It's much easier! just a few clicks...and U can change the icon of any drive you like...